TABLE 3DISTRIBUTION OF OFF BALANCE SHEET DERIVATIVES CONTRACTS OF THE 25COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVE CONTRACTSSEPTEMBER 30, 1999, $ MILLIONS, RATIOS IN PERCENTPERCENT PERCENTPERCENTPERCENTPERCENTPERCENTTOTALTOTALEXCH TRADED OTCINT RATEFOREIGN EXCHOTHERCREDITRANKBANK NAMESTATEASSETSDERIVATIVESCONTRACTSCONTRACTSCONTRACTSCONTRACTSCONTRACTSDERIVATIVES(%)(%)(%)(%)(%)(%)1CHASE MANHATTAN BANKNY299390127846816.323000000000000493.6885.0613.6666000000000011.04800000000000180.225399999999999992MORGAN GUARANTY TR CO OF NYNY160563.549020676.179999999712.39199999999999987.6180.9313.2070000000000014.38419999999999281.47879999999999993BANK OF AMERICA NANC563226546442016.13183.8781.8115.7862.140.264000000000000014CITIBANK NANY31260838412174.903999999999999995.150.3746.4010000000000032.37069999999999940.858299999999999955FIRST NB OF CHICAGOIL85926.781124870.723.504999999999999996.588.8410.0581.08570000000000281.6299999999999999E-26BANKERS TRUST CONY4780410060703.9E-299.9685.9811.5522.28879999999999480.17927FIRST UNION NATIONAL BANKNC22067452214930.43969.5695.492.02220000000000020.192300000000003022.29550000000000018BANK OF NEW YORKNY60242.49315681.469.734999999999999490.2663.3636.5369999999999991.0000000000331966E-40.102900000000000019BANKBOSTON NATIONAL ASSNMA71541.32238893.0529.67599999999999870.3254.6344.1060000000000024.4999999999930651E-31.259500000000000110REPUBLIC NB OF NEW YORKNY49190.23200348.1912.99998737.5747.38600000000000314.7740000000000010.2711STATE STREET BANK&TRUST COMA50196.39157707.81.185999999999999998.812.4997.5064.0000000000048885E-3012FLEET NATIONAL BANKRI804751063831.20898.7996.443.28299999999999990.27700000000000102013WELLS FARGO BANK NACA857119734831.6568.3597.022.7749999999999999-3.9999999999906777E-40.205414KEYBANK NATIONAL ASSNOH74594.9863777.8118.60800000000000181.3993.066.77299999999999970.144800000000003592.2200000000000001E-215MELLON BANK NATIONAL ASSNPA39422.4463494.5714.71185.2957.0742.3070000000000020.62299999999999045016PNC BANK NATIONAL ASSNPA67060.6756523.881.75298.2588.523.8064.060000000001196E-27.633417NATIONAL CITY BANKOH33204.8650183.123.12576.8798.471.2524.7800000000009391E-20.2301999999999999918CHASE MANHATTAN BANK USA NADE33988.7545814.134.7E-299.9598.955.0999999999999997E-20.99899999999999523019SUNTRUST BANK ATLANTAGA20700.9939131.453.186999999999999896.8193.94.11399999999999991.98599999999999020WACHOVIA BANK NATIONAL ASSNNC61841.2936338.02010082.1613.081-1.1999999999972033E-34.760200000000000221FIRST TENESSEE BANK NATN18220.4631554.32010099.998.9999999999999993E-31.0000000000047748E-3022LASALLE BANK NATIONAL ASSNIL2887423470.63999999999913.20400000000000186.896.63.35300000000000024.7000000000011255E-2023CHASE BANK OF TEXAS NATX24331.4621653.8821.92399999999999978.0888.238.77399999999999912.9959999999999951024CITIBANK SOUTH DAKOTA NASD13573.3821218.63999999999919.81299999999999980.1910000025BANK ONE NATIONAL ASSNOH31565.6418169.38010099.7600.184999999999988065.5E-2TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES2534927.6735351775.2200000143403472.6531948302.55999999927969651.8000000016342042.3600000003806242.46233838.6OTHER 401 COMMERCIAL BANKS & TCs WITH DERIVATIVES1724874.25306343.5299999862923848.169999999925282495.44000000134263866.7399999983641319.159999999218864.80000000004657292.82999999998719TOTAL AMOUNTS FOR ALL 426 BKS & TCs WITH DERIVATIVES4259801.9235658118.753427320.823223079828233518.5399999996383361.5199999996807107.26234131.43TOP 25 COMMERCIAL BANKS & TC: % OF ALL 426 BKS &TCs WITH DERIVATIVES99.1408870104792339.544734184834133889.59615279760096578.43838312417982217.7856897175765922.26103476084250810.6557794078802881OTHER 401 COMMERCIAL BANKS & TCS: % OF ALL 426 BKS &TCs WITH DERIVATIVES0.859112989520756216.6880056593002196E-20.792233157280630040.739990636774685020.115875883104459122.4252541365493282E-38.2121550509443864E-4TOTAL AMOUNTS FOR ALL 426 BKS & TCS: % OF ALL 426 BKS & TCs WITH DERIVATIVES1009.611614241427135590.38838595488158579.178373760954517.901565600681052.26346001497905740.65660062338538261Note: Currently, the Call Report does not differentiate credit derivatives by over the counter or exchange traded. Credit derivatives have been included in the "over the counter" category as well as in the sum of total derivatives here.Note: "Foreign Exchange" does not include spot fx.Note: "Other" is defined as the sum of commodity and equity contracts.Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately.Note: Numbers may not add due to rounding.Data source: Call Report, schedule RC-L

6760060023135R14C6:R48C13FalseFalse

TABLE 4CREDIT EQUIVALENT EXPOSURE OF THE 25COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVES CONTRACTSSEPTEMBER 30, 1999, $ MILLIONS, RATIOS IN PERCENTBILATERALLYFUTURETOTAL CREDITTOTAL CREDITNETTEDEXPOSUREEXPOSUREEXPOSURETOTALTOTALCURRENT (NEW RBCFROM ALLTO CAPITALRANKBANK NAMESTATEASSETSDERIVATIVESEXPOSUREADD ON)CONTRACTSRATIO(%)1CHASE MANHATTAN BANKNY299390127846813533970905.83106244.83402.552MORGAN GUARANTY TR CO OF NYNY160563.549020676.179999999755696.5465744.93121441.47842.663BANK OF AMERICA NANC56322654644201948237255.2756737.27110.574CITIBANK NANY31260838412172125828592.9549850.95169.65FIRST NB OF CHICAGOIL85926.781124870.723617.18100.6611717.76143.56BANKERS TRUST CONY47804100607050699298.3114367.31210.747FIRST UNION NATIONAL BANKNC22067452214918842751.564635.559999999999523.688BANK OF NEW YORKNY60242.49315681.46452.08572.781024.8615.099BANKBOSTON NATIONAL ASSNMA71541.32238893.051690.511429.453119.9640.7810REPUBLIC NB OF NEW YORKNY49190.23200348.191845.821674.323520.1479.2811STATE STREET BANK&TRUST COMA50196.39157707.81648.21773.663421.86124.4212FLEET NATIONAL BANKRI80475106383573525.691098.6912.1213WELLS FARGO BANK NACA8571197348339303.25642.257.5914KEYBANK NATIONAL ASSNOH74594.9863777.81428.48281.65710.138.7915MELLON BANK NATIONAL ASSNPA39422.4463494.57488.18353.09841.2717.8516PNC BANK NATIONAL ASSNPA67060.6756523.88242.32247.64489.967.1617NATIONAL CITY BANKOH33204.8650183.1411.74238.64650.3821.1318CHASE MANHATTAN BANK USA NADE33988.7545814.13151.81212.26364.0710.2419SUNTRUST BANK ATLANTAGA20700.9939131.45423.32256.13679.4528.7220WACHOVIA BANK NATIONAL ASSNNC61841.2936338.02281.97253.23535.26.5721FIRST TENESSEE BANK NATN18220.4631554.3219.13118.66137.799.4822LASALLE BANK NATIONAL ASSNIL2887423470.63999999999935.16177.94213.16.6723CHASE BANK OF TEXAS NATX24331.4621653.8833.4130.04163.447.0924CITIBANK SOUTH DAKOTA NASD13573.3821218.63999999999927.4770.8598.324.7525BANK ONE NATIONAL ASSNOH31565.6418169.38201.15118.14319.299.75Average%TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES2534927.6735351775.220000014151638.38000000003231386.93000000011383025.3100000000692.83120000000001OTHER 401 COMMERCIAL BANKS & TCs WITH DERIVATIVES1724874.25306343.529999986291779.69999999995341735.76999999990223515.4799999999232N/ATOTAL AMOUNTS FOR ALL 426 BKS & TCs WITH DERIVATIVES4259801.9235658118.75153418.08233122.7386540.796.7450000000000001 Commercial banks also hold on-balance sheet assets in volumes that are multiples of bank capital. For example:EXPOSURE TO RISKEXPOSURES FROM OTHER ASSETSBASED CAPITAL:ALL COMMERCIAL BANKSALL BANKS 1-4 FAMILY MORTGAGES1.4629000000000001 C&I LOANS1.7604 SECURITIES NOT IN TRADING ACCOUNT 1.9200999999999999Note: The numbers reported above for future credit exposures reflect gross add-ons. Note: The total credit exposure to capital ratio is calculated using risk based capital (tier one plus tier two capital). Note: Currently, the Call Report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives here.Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately.Source: Call Report Schedule RC-R

TABLE 6GROSS FAIR VALUES OF OFF BALANCE SHEET DERIVATIVE CONTRACTS OF THE 7COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVE CONTRACTSSEPTEMBER 30, 1999, $ MILLIONSTRADED :TRADED :NOT TRADED :NOT TRADED :(MTM)(MTM)(MTM & NOT MTM)(MTM & NOT MTM)GROSSGROSSGROSSGROSSTOTALTOTALPOSITIVENEGATIVEPOSITIVENEGATIVERANKBANK NAMESTATEASSETSDERIVATIVESFAIR VALUE*FAIR VALUE**FAIR VALUE*FAIR VALUE**1CHASE MANHATTAN BANKNY29939012755865125806122639106015462MORGAN GUARANTY TR CO OF NYNY160563.548887276.7400000002129639.77124854.11635.54358.53BANK OF AMERICA NANC5632265449996576775464196412424CITIBANK NANY312608380824947731469784745675FIRST NB OF CHICAGOIL85926.781124687.2213848.4114023.6843.0323.596BANKERS TRUST CONY47804100426720164201841152037FIRST UNION NATIONAL BANKNC2206745101631828165517711141TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES1690192.3233540503.960000001396694.18384974.795062.575081.09OTHER 419 COMMERCIAL BANKS & TCs WITH DERIVATIVES2569609.59999999961883483.359999999413489.30999999999813550.3099999999983863.55999999999954425.0499999999993TOTAL AMOUNTS FOR ALL 426 BKS & TCs WITH DERIVATIVES4259801.9235423987.32410183.49398525.18926.139506.14Note: Currently, the Call Report does not differentiate credit derivatives by gross negative and positive fair values. Credit derivatives have been excluded from the sum of total derivatives here.Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately.*Market value of contracts that have a positive fair value as of the end of the third quarter, 1999.**Market value of contracts that have a negative fair value as of the end of the third quarter, 1999.Note: Numbers may not sum due to rounding.Data source: Call Report, schedule RC-L

7260060033165R17C6:R27C11FalseFalse

TABLE 7 TRADING REVENUE FROM CASH INSTRUMENTS AND OFF BALANCE SHEET DERIVATIVES OF THE 7 COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVE CONTRACTS SEPTEMBER 30, 1999, $ MILLIONS NOTE: REVENUE FIGURES ARE FOR THIRD QUARTER (NOT YEAR-TO-DATE)TOTAL TRADINGTRADING REVTRADING REVTRADING REVTRADING REVREV FROM CASH &FROM FROM FROM FROM TOTALTOTALOFF BAL SHEETINT RATE FOREIGN EXCHEQUITYCOMMOD & OTHRANKBANK NAMESTATEASSETSDERIVATIVESPOSITIONSPOSITIONSPOSITIONSPOSITIONSPOSITIONS1CHASE MANHATTAN BANKNY29939012755865411118203-3932MORGAN GUARANTY TR CO OF NYNY160563.548887276.7400000002389.67240.5929999999999956.1142.166-49.1863BANK OF AMERICA NANC5632265449996229701381474CITIBANK NANY31260838082495781643684605FIRST NB OF CHICAGOIL85926.781124687.2235.4118.62099999999999914.5420.451000000000000011.79499999999999996BANKERS TRUST CONY4780410042677685-10017FIRST UNION NATIONAL BANKNC2206745101639316-7-3TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES1690192.3233540503.9600000011728.0800000000002699.21399999999994785.64200000000005192.6169999999999950.609000000000002OTHER 419 COMMERCIAL BANKS & TCs WITH DERIVATIVES2569609.59999999961883483.3599999994408.9500000000000594.786000000000058282.187999999999879.052999999999997322.889000000000003TOTAL AMOUNTS FOR ALL 426 BKS & TCs WITH DERIVATIVES4259801.9235423987.322137.037941067.83201.6773.498000000000005Note: Currently, the Call Report does not include trading revenues from credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here.Note: Trading revenue is defined here as "trading revenue from cash instruments and off balance sheet derivative instruments."Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately.Note: Numbers may not sum due to rounding.Data source: Call Report, schedule RC-I